Slow execution

[atlas]

This code takes 10 minutes to calculate on ~2800 bars:


/************************************************** **************************************************
Sine-weighted Moving Average
************************************************** ************************************************** */

function preMain() {
setPriceStudy(true);
setDefaultBarThickness(2);
setDefaultBarFgColor(Color.green);
}

var sin1 = Math.sin(Math.PI/6);
var sin2 = Math.sin(Math.PI/3);
var sin3 = Math.sin(Math.PI/2);
var sin4 = Math.sin(Math.PI*2/3);
var sin5 = Math.sin(Math.PI*5/6);

function main() {

var S1 = 0.0;
var S2 = 0.0;
var S3 = 0.0;
var S4 = 0.0;
var S5 = 0.0;
var Num = 0.0;
var Dem = 0.0;

S1 = sin1*close(0,1);
S2 = sin2*close(-1,1);
S3 = sin3*close(-2,1);
S4 = sin4*close(-3,1);
S5 = sin5*close(-4,1);
Num = S1+S2+S3+S4+S5;
Den = sin1+sin2+sin3+sin4+sin5;

return Num/Den;

}

but only 3 seconds in Tradestation (using EasyLanguage version).

?????

atlas

[atlas]

Re: Slow Execution

Figured it out:

DebugPrint's kill execution time.

[mattgundersen]

600 milliseconds

Hi Atlas,

You say it took 10 minutes to compute that EFS using eSignal but only 3 seconds using TradeStation?

Below is a link to a picture. I copied your formula right into eSignal, added it to a chart with 2800 bars. It shows that for 2800 bars, it took a total of 600 milliseconds to run that formula. With an average of 0.2142 milliseconds per call to the function "main". I added that formula to the chart and it plotted almost instantaneously.

Could you tell us a little more. 600 milliseconds vs 10 minutes -- seams something might be amiss...

[gspiker]

Figured it out:
DebugPrint's kill execution time.

Yes, DebugPrint and debugPrintln are both killers. I had a fairly simple formula that was using way more CPU than some of my really complex ones - all due to having some debug in my simple formula.

Never keep debug statements in production code (unless it is to print an error before bombing out).